Hi all,

I have some residuals from regression, and i suspect they have correlations
in them...

I am willing to cast the correlation into a ARMA(p, q) framework,

what's the best way to identify the most suitable p, and q, and fit ARMA(p,
q) model and then correct for the correlations in regression?

I know there are functions in R, I have used them before, but I just want to
see if I can do the whole procedure myself, just to improve my understanding
...

Please give me some pointers! Thanks a lot

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